+144.9%
LPLA vs UTHR
+139.1%
+5.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.7% | -2.8% |
| 7D | -2.1% | -2.9% | +0.8% | -1.7% |
| 30D | -3.3% | -7.6% | +4.2% | -2.4% |
| 3M | +23.5% | -8.6% | +32.1% | +24.8% |
| 6M | +12.0% | +4.1% | +7.9% | +11.2% |
| YTD | -1.7% | +2.2% | -3.9% | -2.3% |
| 1Y | +3.2% | +26.2% | -23.0% | -0.5% |
| 3Y | +46.2% | +121.2% | -75.0% | +24.1% |
| 5Y | +144.9% | +136.5% | +8.4% | +96.1% |
| All | +144.9% | +139.1% | +5.8% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling